Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
15/07/2024 | 5.58% | 0.18 CHF | 0.19 CHF | 60,000 | 60,000 | 33,073 | 33,073 | 5,983 CHF | 6,314 CHF | 100.00% | 100.00% |
12/07/2024 | 3.76% | 0.22 CHF | 0.23 CHF | 60,000 | 60,000 | 33,290 | 33,290 | 8,699 CHF | 9,033 CHF | 99.94% | 99.94% |
11/07/2024 | 3.62% | 0.26 CHF | 0.27 CHF | 60,000 | 60,000 | 33,022 | 33,022 | 9,252 CHF | 9,585 CHF | 96.18% | 99.43% |
10/07/2024 | 2.98% | 0.31 CHF | 0.32 CHF | 65,000 | 65,000 | 35,425 | 35,425 | 11,753 CHF | 12,108 CHF | 99.84% | 99.84% |
09/07/2024 | 2.64% | 0.39 CHF | 0.40 CHF | 65,000 | 65,000 | 35,983 | 35,983 | 13,792 CHF | 14,153 CHF | 99.66% | 99.66% |
08/07/2024 | 2.59% | 0.40 CHF | 0.41 CHF | 65,000 | 65,000 | 35,884 | 35,884 | 14,059 CHF | 14,419 CHF | 100.00% | 100.00% |
05/07/2024 | 2.85% | 0.32 CHF | 0.33 CHF | 65,000 | 65,000 | 35,850 | 35,850 | 12,571 CHF | 12,931 CHF | 99.52% | 99.52% |
04/07/2024 | 2.52% | 0.38 CHF | 0.39 CHF | 33,000 | 33,000 | 29,240 | 29,240 | 11,462 CHF | 11,754 CHF | 98.93% | 98.93% |
03/07/2024 | 2.15% | 0.39 CHF | 0.40 CHF | 65,000 | 65,000 | 35,268 | 35,268 | 16,197 CHF | 16,550 CHF | 98.23% | 98.23% |
02/07/2024 | 1.91% | 0.54 CHF | 0.55 CHF | 65,000 | 65,000 | 35,756 | 35,756 | 18,929 CHF | 19,288 CHF | 100.00% | 100.00% |